Mgp Ingredients Stock Market Value
| MGPI Stock | USD 32.22 0.37 1.14% |
| Symbol | MGP |
MGP Ingredients Price To Book Ratio
Is Distillers & Vintners space expected to grow? Or is there an opportunity to expand the business' product line in the future? Factors like these will boost the valuation of MGP Ingredients. If investors know MGP will grow in the future, the company's valuation will be higher. The financial industry is built on trying to define current growth potential and future valuation accurately. All the valuation information about MGP Ingredients listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
Quarterly Earnings Growth 0.845 | Dividend Share 0.48 | Earnings Share 4.82 | Revenue Per Share | Quarterly Revenue Growth (0.24) |
The market value of MGP Ingredients is measured differently than its book value, which is the value of MGP that is recorded on the company's balance sheet. Investors also form their own opinion of MGP Ingredients' value that differs from its market value or its book value, called intrinsic value, which is MGP Ingredients' true underlying value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. Because MGP Ingredients' market value can be influenced by many factors that don't directly affect MGP Ingredients' underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
Please note, there is a significant difference between MGP Ingredients' value and its price as these two are different measures arrived at by different means. Investors typically determine if MGP Ingredients is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, MGP Ingredients' price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.
MGP Ingredients 'What if' Analysis
In the world of financial modeling, what-if analysis is part of sensitivity analysis performed to test how changes in assumptions impact individual outputs in a model. When applied to MGP Ingredients' stock what-if analysis refers to the analyzing how the change in your past investing horizon will affect the profitability against the current market value of MGP Ingredients.
| 01/27/2025 |
| 02/26/2025 |
If you would invest 0.00 in MGP Ingredients on January 27, 2025 and sell it all today you would earn a total of 0.00 from holding MGP Ingredients or generate 0.0% return on investment in MGP Ingredients over 30 days. MGP Ingredients is related to or competes with Brown Forman, Diageo PLC, Brown Forman, Constellation Brands, Pernod Ricard, Willamette Valley, and Remy Cointreau. MGP Ingredients, Inc., together with its subsidiaries, produces and supplies distilled spirits, branded spirits, and foo... More
MGP Ingredients Upside/Downside Indicators
Understanding different market momentum indicators often help investors to time their next move. Potential upside and downside technical ratios enable traders to measure MGP Ingredients' stock current market value against overall market sentiment and can be a good tool during both bulling and bearish trends. Here we outline some of the essential indicators to assess MGP Ingredients upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.25) | |||
| Maximum Drawdown | 10.2 | |||
| Value At Risk | (4.40) | |||
| Potential Upside | 3.16 |
MGP Ingredients Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for MGP Ingredients' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as MGP Ingredients' standard deviation. In reality, there are many statistical measures that can use MGP Ingredients historical prices to predict the future MGP Ingredients' volatility.| Risk Adjusted Performance | (0.17) | |||
| Jensen Alpha | (0.60) | |||
| Total Risk Alpha | (0.61) | |||
| Treynor Ratio | (0.90) |
MGP Ingredients Backtested Returns
MGP Ingredients has Sharpe Ratio of -0.23, which conveys that the firm had a -0.23 % return per unit of volatility over the last 3 months. MGP Ingredients exposes twenty-four different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please verify MGP Ingredients' risk adjusted performance of (0.17), and Mean Deviation of 1.84 to check out the risk estimate we provide. The company secures a Beta (Market Risk) of 0.66, which conveys possible diversification benefits within a given portfolio. As returns on the market increase, MGP Ingredients' returns are expected to increase less than the market. However, during the bear market, the loss of holding MGP Ingredients is expected to be smaller as well. At this point, MGP Ingredients has a negative expected return of -0.53%. Please make sure to verify MGP Ingredients' treynor ratio, kurtosis, as well as the relationship between the Kurtosis and day typical price , to decide if MGP Ingredients performance from the past will be repeated at future time.
Auto-correlation | 0.39 |
Below average predictability
MGP Ingredients has below average predictability. Overlapping area represents the amount of predictability between MGP Ingredients time series from 27th of January 2025 to 11th of February 2025 and 11th of February 2025 to 26th of February 2025. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of MGP Ingredients price movement. The serial correlation of 0.39 indicates that just about 39.0% of current MGP Ingredients price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.39 | |
| Spearman Rank Test | -0.08 | |
| Residual Average | 0.0 | |
| Price Variance | 0.16 |
MGP Ingredients lagged returns against current returns
Autocorrelation, which is MGP Ingredients stock's lagged correlation, explains the relationship between observations of its time series of returns over different periods of time. The observations are said to be independent if autocorrelation is zero. Autocorrelation is calculated as a function of mean and variance and can have practical application in predicting MGP Ingredients' stock expected returns. We can calculate the autocorrelation of MGP Ingredients returns to help us make a trade decision. For example, suppose you find that MGP Ingredients has exhibited high autocorrelation historically, and you observe that the stock is moving up for the past few days. In that case, you can expect the price movement to match the lagging time series.
Current and Lagged Values |
| Timeline |
MGP Ingredients regressed lagged prices vs. current prices
Serial correlation can be approximated by using the Durbin-Watson (DW) test. The correlation can be either positive or negative. If MGP Ingredients stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if MGP Ingredients stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in MGP Ingredients stock over time.
Current vs Lagged Prices |
| Timeline |
MGP Ingredients Lagged Returns
When evaluating MGP Ingredients' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of MGP Ingredients stock have on its future price. MGP Ingredients autocorrelation represents the degree of similarity between a given time horizon and a lagged version of the same horizon over the previous time interval. In other words, MGP Ingredients autocorrelation shows the relationship between MGP Ingredients stock current value and its past values and can show if there is a momentum factor associated with investing in MGP Ingredients.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
When determining whether MGP Ingredients offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of MGP Ingredients' financial statements, including income statements, balance sheets, and cash flow statements, to assess its financial health. Key financial ratios are used to gauge profitability, efficiency, and growth potential of Mgp Ingredients Stock. Outlined below are crucial reports that will aid in making a well-informed decision on Mgp Ingredients Stock:Check out MGP Ingredients Correlation, MGP Ingredients Volatility and MGP Ingredients Alpha and Beta module to complement your research on MGP Ingredients. For more detail on how to invest in MGP Stock please use our How to Invest in MGP Ingredients guide.You can also try the Top Crypto Exchanges module to search and analyze digital assets across top global cryptocurrency exchanges.
MGP Ingredients technical stock analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, stock market cycles, or different charting patterns.